Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47408.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46010.22 Kr¶

PnL: ---------------------------------------> -878.35 Kr¶

DD now: ---------------------------------> -2.512 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:59:24.713469'

Anic Portfolio¶

Today¶

Return: 0.208 %¶

This Week¶

Return: -1.053 %¶

Total¶

Return: 55.202 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -0.510000 786.800000 113.800000 16.910000 673.000000
Nordea Bank Abp 29 0.630000 3505.520000 51.520000 1.490000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.100000 405.800000 50.800000 14.310000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Corem Property Group B 59 2.460000 613.600000 36.600000 6.340000 576.999999
Resurs Holding 22 2.520000 608.740000 34.740000 6.050000 573.999998
SAAB B 8 -1.000000 3408.800000 31.800000 0.940000 3377.000000
Swedbank A 3 2.320000 589.200000 25.200000 4.470000 564.000000
AcadeMedia 12 -0.290000 576.960000 19.960000 3.580000 557.000004
Boozt 12 0.070000 1672.800000 18.800000 1.140000 1653.999996
Intrum 4 -0.040000 544.600000 17.600000 3.340000 527.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Securitas B 6 1.870000 586.920000 16.920000 2.970000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.600000 255.600000 9.600000 3.900000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 0.670000 543.600000 7.600000 1.420000 536.000004
Coor Service Management Hold. 8 0.670000 539.200000 7.200000 1.350000 532.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -4.240000 508.170000 -25.830000 -4.840000 533.999999
Essity B 2 -2.840000 533.600000 -40.400000 -7.040000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.190000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.560000 2787.200000 -183.800000 -6.190000 2971.000006
OX2 18 1.590000 1440.900000 -223.100000 -13.410000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46010.220000 -878.350000 -2.5122% 46888.564618

Updated:¶

'2023-01-27 16:59:38.112143'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶